Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise (Q809974)
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scientific article; zbMATH DE number 4211948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise |
scientific article; zbMATH DE number 4211948 |
Statements
Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise (English)
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1991
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stochastic differential equation
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stochastic calculus of variations
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Malliavin calculus
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nonlinear filtering problem
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